Choudhury, Askar; Power, Simon - In: Applied Economics Letters 5 (1998) 4, pp. 247-250
Koreisha and Pukkila (1990a) have recently proposed a fast and efficient GLS estimator for the univariate ARMA time series model which appears to be far more robust than maximum likelihood methods and of comparable accuracy. The one drawback to this new estimator is that it requires use of the...